+3,616.8%
CLS vs MGY
+85.2%
+3,531.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +5.0% | +1.8% | +3.2% | +4.4% |
| 30D | +4.8% | +6.5% | -1.7% | +2.5% |
| 3M | -10.4% | +0.3% | -10.7% | -11.5% |
| 6M | +20.8% | -2.4% | +23.2% | +19.3% |
| YTD | +10.0% | +29.0% | -19.0% | -3.3% |
| 1Y | +28.5% | +17.0% | +11.5% | +17.0% |
| 3Y | +1,292.2% | +26.2% | +1,266.1% | +1,113.9% |
| 5Y | +3,616.8% | +92.3% | +3,524.5% | +2,538.7% |
| All | +3,616.8% | +85.2% | +3,531.6% | +2,538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling